Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.216368 0.232540 0.249829 0.269771 0.292245 0.316914 0.346216
2026-01-11 0.193809 0.214754 0.238241 0.266782 0.300885 0.340788 0.391721
2026-01-18 0.180726 0.205043 0.233351 0.269240 0.314276 0.369994 0.445947
2026-01-25 0.165544 0.190998 0.221440 0.261257 0.313114 0.380129 0.476504
2026-02-01 0.152954 0.178836 0.210464 0.252897 0.309899 0.386360 0.501634
2026-02-08 0.145062 0.171761 0.205066 0.250865 0.314302 0.402671 0.542641
2026-02-15 0.141290 0.169496 0.205445 0.256195 0.328863 0.434430 0.611411
2026-02-22 0.135779 0.164554 0.201855 0.255626 0.334729 0.453733 0.663244
2026-03-01 0.130472 0.159524 0.197745 0.253868 0.338457 0.469853 0.712110
2026-03-08 0.124964 0.153909 0.192459 0.249950 0.338406 0.479683 0.751105
2026-03-15 0.119894 0.148626 0.187312 0.245818 0.337545 0.487871 0.788205
2026-03-22 0.117579 0.146972 0.187107 0.248921 0.348268 0.516814 0.872277
2026-03-29 0.115939 0.146247 0.188278 0.254336 0.363533 0.556376 0.990462
2026-04-05 0.112285 0.142519 0.184897 0.252442 0.366329 0.573338 1.062473
2026-04-12 0.110175 0.140876 0.184457 0.255108 0.377146 0.607092 1.185502
2026-04-19 0.105562 0.135455 0.178150 0.247936 0.369920 0.603922 1.211767
2026-04-26 0.101111 0.130122 0.171765 0.240298 0.361281 0.596895 1.226033
2026-05-03 0.098431 0.127270 0.169006 0.238458 0.363072 0.611931 1.308362
2026-05-10 0.097623 0.127112 0.170310 0.243409 0.377860 0.657066 1.499985
2026-05-17 0.095535 0.124978 0.168464 0.242892 0.382144 0.679370 1.627867
2026-05-24 0.093304 0.122554 0.166063 0.241270 0.384108 0.696554 1.745987
2026-05-31 0.090732 0.119538 0.162619 0.237645 0.381785 0.703127 1.827407
2026-06-07 0.088241 0.116576 0.159156 0.233819 0.378771 0.707643 1.903568